UBS Call 490 UNH 20.09.2024/  CH1272031639  /

Frankfurt Zert./UBS
8/2/2024  7:32:31 PM Chg.+0.450 Bid9:56:59 PM Ask8/2/2024 Underlying Strike price Expiration date Option type
8.530EUR +5.57% -
Bid Size: -
-
Ask Size: -
UNITEDHEALTH GROUP D... 490.00 - 9/20/2024 Call
 

Master data

WKN: UL6J8G
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: UNITEDHEALTH GROUP DL-,01
Type: Warrant
Option type: Call
Strike price: 490.00 -
Maturity: 9/20/2024
Issue date: 6/15/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.86
Leverage: Yes

Calculated values

Fair value: 5.42
Intrinsic value: 5.06
Implied volatility: 0.84
Historic volatility: 0.20
Parity: 5.06
Time value: 4.17
Break-even: 582.30
Moneyness: 1.10
Premium: 0.08
Premium p.a.: 0.76
Spread abs.: 0.11
Spread %: 1.21%
Delta: 0.69
Theta: -0.64
Omega: 4.03
Rho: 0.37
 

Quote data

Open: 6.560
High: 8.600
Low: 6.560
Previous Close: 8.080
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+17.49%
1 Month  
+496.50%
3 Months  
+211.31%
YTD  
+47.07%
1 Year  
+27.69%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 8.530 6.710
1M High / 1M Low: 8.530 1.430
6M High / 6M Low: 8.530 0.001
High (YTD): 8/2/2024 8.530
Low (YTD): 6/17/2024 0.001
52W High: 10/16/2023 8.850
52W Low: 6/17/2024 0.001
Avg. price 1W:   7.822
Avg. volume 1W:   0.000
Avg. price 1M:   5.186
Avg. volume 1M:   0.000
Avg. price 6M:   3.444
Avg. volume 6M:   0.000
Avg. price 1Y:   5.065
Avg. volume 1Y:   0.000
Volatility 1M:   849.75%
Volatility 6M:   306,119.46%
Volatility 1Y:   215,627.52%
Volatility 3Y:   -